511 citations · 756 across the 8 of their papers we have counts for
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math.ST2014★ 225 cited
Optimal Inference After Model Selection
William Fithian, Dennis Sun, Jonathan Taylor
To perform inference after model selection, we propose controlling the selective type I error; i.e., the error rate of a test given that it was performed. By doing so, we recover l…
math.ST2013★ 511 cited
Exact post-selection inference, with application to the lasso
Jason D. Lee, Dennis L. Sun, Yuekai Sun +1
We develop a general approach to valid inference after model selection. At the core of our framework is a result that characterizes the distribution of a post-selection estimator c…